+1,148.5%
EMR vs MET
+1,378.0%
-229.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.5% |
| 7D | +0.7% | +1.8% | -1.1% | 0.0% |
| 30D | +3.5% | +4.8% | -1.3% | +1.6% |
| 3M | +5.9% | +6.2% | -0.3% | +3.2% |
| 6M | +19.4% | +33.8% | -14.4% | +5.6% |
| YTD | +27.7% | +33.3% | -5.6% | +13.0% |
| 1Y | +30.9% | +36.3% | -5.4% | +14.9% |
| 3Y | +104.2% | +84.6% | +19.6% | +58.5% |
| 5Y | +89.6% | +87.7% | +1.9% | +45.3% |
| 10Y | +280.0% | +198.0% | +82.1% | +139.8% |
| All | +1,148.5% | +1,378.0% | -229.5% | +292.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling